Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48077.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46682.62 Kr¶

PnL: ---------------------------------------> -205.95 Kr¶

DD now: ---------------------------------> -1.136 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:16:33.731696'

Anic Portfolio¶

Today¶

Return: 0.767 %¶

This Week¶

Return: 1.145 %¶

Total¶

Return: 57.393 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 1.010000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -1.160000 654.900000 77.900000 13.500000 576.999999
Boozt 12 1.480000 1731.600000 77.600000 4.690000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.550000 431.600000 76.600000 21.580000 355.000000
HMS Networks 2 0.610000 724.000000 51.000000 7.580000 673.000000
OEM International B 7 2.270000 568.400000 40.400000 7.650000 527.999997
Intrum 4 2.120000 557.800000 30.800000 5.840000 527.000000
Eastnine 4 3.160000 521.600000 30.600000 6.230000 491.000000
Norva24 Group 16 4.840000 568.320000 25.320000 4.660000 543.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
SAAB B 8 0.120000 3398.400000 21.400000 0.630000 3377.000000
Coor Service Management Hold. 8 1.020000 552.400000 20.400000 3.830000 532.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 576.450000 14.450000 2.570000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.000000 259.680000 13.680000 5.560000 246.000000
AcadeMedia 12 1.280000 567.840000 10.840000 1.950000 557.000004
Resurs Holding 22 0.650000 582.340000 8.340000 1.450000 573.999998
Securitas B 6 1.330000 576.960000 6.960000 1.220000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
CTEK 13 3.160000 539.370000 5.370000 1.010000 533.999999
Creaspac SPAC 6 0.520000 581.400000 4.400000 0.760000 577.000002
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
Essity B 2 -1.520000 571.200000 -2.800000 -0.490000 574.000000
Handelsbanken A 5 -0.180000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 -0.650000 579.600000 -3.400000 -0.580000 582.999984
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.130000 3444.620000 -9.380000 -0.270000 3453.999992
International Petroleum Corp. 5 2.670000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 1.710000 568.540000 -44.460000 -7.250000 612.999432
Sampo Oyj SDB 7 -0.930000 3745.000000 -105.000000 -2.730000 3850.000000
Axfood 13 1.160000 3629.600000 -126.400000 -3.370000 3756.000001
OX2 18 1.010000 1529.100000 -134.900000 -8.110000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46682.620000 -205.950000 -1.13587% 46888.564618

Updated:¶

'2023-01-18 16:16:46.292770'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶